-0.4%
PL vs SMTC
+70.8%
-71.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.9% | +6.6% | -1.3% |
| 7D | -11.7% | -24.5% | +12.8% | -1.8% |
| 30D | -27.1% | -42.5% | +15.3% | -10.5% |
| 3M | -44.6% | -14.1% | -30.5% | -43.6% |
| 6M | -67.2% | +3.6% | -70.8% | -67.6% |
| YTD | -35.9% | +50.6% | -86.4% | -45.8% |
| 1Y | -0.4% | +72.2% | -72.6% | -25.5% |
| All | -0.4% | +70.8% | -71.2% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling